Some notions of multivariate positive dependence (Q2567084): Difference between revisions
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Revision as of 02:08, 20 March 2024
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| Language | Label | Description | Also known as |
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| English | Some notions of multivariate positive dependence |
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Some notions of multivariate positive dependence (English)
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29 September 2005
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In a previous paper [J. Multivariate Anal. 97, No. 1, 46--78 (2006; Zbl 1086.62009)] the authors introduced stochastic orders for multivariate random variables. These stochastic orders belong to the class of multivariate positive dependence orders since they satisfy certain postulates (which are unfortunately not recalled in the present paper). The authors study multivariate notions of positive dependence that are connected to these stochastic orders. They consider relationships between several notions of positive dependence whereas some of these notions seem to be very specific.
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affiliation
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multivariate stochastic order
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